+162.8%
NOC vs EXR
+205.9%
-43.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.5% | +2.0% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | +14.1% | +18.0% | -3.9% | +9.2% |
| 3M | -4.6% | +9.7% | -14.3% | -7.0% |
| 6M | +0.7% | +13.4% | -12.7% | -2.7% |
| YTD | -2.6% | +26.3% | -28.9% | -8.6% |
| 1Y | -1.0% | +27.6% | -28.5% | -7.3% |
| 3Y | +24.5% | +52.2% | -27.7% | +8.0% |
| 5Y | +64.3% | -1.1% | +65.4% | +58.9% |
| 10Y | +162.8% | +216.8% | -54.0% | +75.7% |
| All | +162.8% | +205.9% | -43.1% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling